I wan't to keep this guide clean and simple: You are a TANK. If you are looking for a different guide, go look somewhere else.

Pros:
- Magnificent team work skills
- Lots of CC's and a gap closing ability
- Great defensive stats
- Magnificent laning sustainability
- Tanky but you still can get a few kills
- Low cooldowns for more PEW PEW

Cons:
- Terrible early game farming
- Slight mana issues
- Low damage output
- Not good in solo lanes

I usually get 3x Greater Quintessence of Health. With these plus Doran's Shield and your masteries, you will have approximately ~ 750 hp in the beginning of the match.

To solve mana issues early game I get 9x Greater Seal of Scaling Mana Regeneration. Yes I use per level rather than flat runes. Why? Simple: Leona is usually not a "First Blood champion". You should rather play her safe in your first couple levels, than going straight for the kill (with your partner ofc). After lvl 6 your kill is guarateed IF you dominate the lane. If you don't, you still have a nice chance to get one with your partner. ;)

Greater Mark of Armor and Greater Glyph of Magic Resist is a simple choice. You need defensive stats.

Great ones:
Flash - escape, initiate... you know it well.
Ghost - same as flash
Exhaust - initiate, escape or weaken
Ignite - "OMG FFS A TANK KILLED ME??!?!?! *ragequit*
Cleanse - It's worth it..

Good ones:
Clairvoyance - If you feel more supportive
Fortify - Useful but has its limits
Teleport - Sometimes you need to get around the map quickly

Don't get these:
Smite - jungling sucks with Leona
Clarity - coz of runes
Heal - trust me you won't need it ;)
Revive - why would you wan't to die??

You need W to be maxed asap! This skill makes you tanky and do some dmg early game.

Q and E is optional. I usually max E before Q and only put 1 point on Q at lvl 3 or 4. Just to get the stun.

And yes if you are going to attack:
Hit W wait 1-2 secs ( or get the good position to initiate) Tap Q and then jump in with E. It's kinda important to have this order, coz your opponent will get a lot of dmg fast, and you stunned him already that makes your partner easy to make further dmg. If your opponent tries to escape or fights back stun him again with your ult dealing nice dmg ;D (even if you can't stun you still have a head start with the slow.) Whenever I used this combo one of my enemies died, or we got him very very low.
And if you are in the unkind situation that you must hug your tower, make them attack you ;) they may get killed by the tower as they can't run away coz of your stuns :D

I hope the item selection is simple:

Doran's Shield for early game hp, armor and health regen (this should be enough to keep you in lane)

I get Glacial Shroud for armor, and CD reduction. In late game I build it into Frozen Hearth (CD reduction is UNIQUE so it wont stack with Ionian Boots of Lucidity!)

Boots of Swiftness are fine for initiation/escape/chase.

Philosopher's Stone for increased hp/mana regen and Gold/5 sec. Later I build it into Elesa's Miracle to get Tenacity It is UNIQUE thats why I go for Swiftnes boots instead of Mercury's Treads)

I always get a Phage for the hp and slow. It can either be built into Trinity Force or Frozen Mallet. With the slow and your abilities there is about 0 chance that your victim could escape if you initiate ;).

Actually I don't wan't to force you into a build. So make your own...
This is my Core build. All other items are optional after this. The items I listed in the Purashe order are the Items I usually get in a match. But it is adviced to build your items accordingly to the other team and your playstyle.

I will list a few viable items for Leona here:
Abyssal Mask May seem a bit weird, but if your team is facerolling and everything is fine, you can pick it up for the mr and the ap.

Force of Nature highest mr item in the game and nice hp regen so you don't need to stop after a teamfight and let you push while you regen a LOT.

Quicksilver Sash is for enemies with annoying ulties, such as Malzahar...

Guardian Angel ofc but I rarely buy it.

Zeke's Harbinger if you are in an ad heavy team and no one has it already.

Lich Bane this could sound weird too, but all it's bonuses perfectly fit Leona. Not that tanky, but certainly increases your damage output.

The best choices are the ranged ad or ap carries such as: Ashe, Lux, Corki, Brand, Teemo, Caitlyn, Vayne...

Secondly the devasting ad melee champions: Xin Zhao, Pantheon... yes they all have some sort of stuns...

If you can choose who you are laning with avoid the tanks. Thats an EPIC fail if you go with them on a lane. ( hope I don't need to explain why )

So you usually go bot or top. Mid is not really an option in my experience. Try to get as much last hits on minions as you can. It won't be easy, but with a little practice you will be able to make some gold. Try focusing the caster minions with your W ;)...

Jungling is viable tough it is SLOW. I don't recommend it, as you are worth more on a lane.

Early game:

I usually play safe duing this period. But don't forget, that you are a tank. So mark the followings: You are Not squishy! Don't forget or be afraid of initiating. IT IS YOUR JOB!
Harrass with your W mainly. This needs a little practice. It's important not to use your mana up early (Unless there is someone with clarity on your lane) coz when the time comes, you may need it...
Protect your laning partner. If you see him/her in trouble jump in and stun his/her attackers then run. You can't always save them like this, but it's better than nothing.

Mid Game:

As the teamfigths start mid game has begun. You need to be the first to launch into battle. If you feel your team can beat the other or you see that they have someone of their team alone initiate! But be awere of traps... you don't wan't to run into a bush full of enemies do you?
As you are a tank natually ( in most cases) everyone will follow you. If you decide to get a dragon or decide to make a trap communicate it with your team, so the'll know what you are up to. It's essetial to analyze the situation you are currently in. Being a good tank is not easy...

Late Game

Late Game is almost the same as Mid Game. You have your items mostly and you should be hard to kill now even if focused. Your job is the same...

It's my first guide to be honest. Hope you enoyed it and found some useful stuff in it ;)